Risk Adjusted Investment Performance Measures
Your portfolio can have a positive long term impact when the risk efficiency of your portfolio is maximized. Many investors tend to be risk averse. So, if you are going… Read more »
Category: Risk
Modified Sharpe Ratio
How Sharp is the Sharpe-Ratio? If popularity was the only measurement for risk metrics, the Sharpe ratio would tell us everything we need to know. Modified Sharpe Ratio covers further spectrum… Read more »
Conditional Value At Risk Calculator
Value At Risk Value at risk or VaR is a statistical measure of the amount of funds a investment, portfolio, or a company might expect to lose over a specified time… Read more »
Garch Modeling in Excel and Matlab
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. At… Read more »
Sharpe Ratio Calculator
Sharpe ratio is a measure of risk and it is named after Nobel Laureate William F. Sharpe. The Sharpe ratio simply stated is a ratio of return vs risk. Given… Read more »